S&P GSCI Copper Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
25.35%
increased by 1.96%
1 Week
25.33%
increased by 1.94%
1 Month
25.26%
increased by 1.87%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3022 | 4.86 | |
| 0.0436 | 37.39 | |
| 0.9926 | 586.32 | |
| 5.6640 | 6.73 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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